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1586 terms

Glossary

Every term is defined twice: once the way a filing would put it, and once the way somebody would explain it to you across a table. The second one is usually the one that sticks.

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Variance ratio

Technical analysis

The measured variance of an n-period move divided by n times the variance of a one-period move.

In plain terms

A direct test of the square-root-of-time assumption. Above one and moves have been reinforcing each other; below one and they have been cancelling out; at one the series behaves like a random walk over that horizon.

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Indian stock market glossary · Market Vidyalaya